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Convex hedging in incomplete markets

Rudloff, Birgit - In: Applied mathematical finance 14 (2007) 5, pp. 437-452

Persistent link: https://www.econbiz.de/10003637473

The stability of the banking sector and credit default swaps

Heyde, Frank; Neyer, Ulrike - 2007

Persistent link: https://www.econbiz.de/10003379298

Credit default swaps and the stability of the banking sector

Heyde, Frank; Neyer, Ulrike - In: International review of finance 10 (2010) 1, pp. 27-61

Persistent link: https://www.econbiz.de/10003970493

Set-valued duality theory for multiple objective linear programs and application to mathematical finance

Heyde, Frank; Löhne, Andreas; Tammer, Christiane - In: Mathematical methods of operations research 69 (2009) 1, pp. 159-179

Persistent link: https://www.econbiz.de/10003858104

The attainment of the solution of the dual program in vertices for vectorial linear programs

Heyde, Frank; Löhne, Andreas; Tammer, Christiane - In: Multiobjective programming and goal programming : …, (pp. 13-24). 2009

Persistent link: https://www.econbiz.de/10003841775

Credit Default Swaps and the Stability of the Banking Sector

Neyer, Ulrike - 2008

This paper considers credit default swaps (CDS) used for the transfer of credit risk within the banking sector. The banks' motive to conclude these CDS contracts is to improve the diversification of their credit risks. It is shown that these CDS reduce the stability of the banking sector in a...

Persistent link: https://www.econbiz.de/10012722570

Determinants of project bond prices : insights into infrastructure and energy capital markets

Richter, Sylvia; Heyde, Frank; Horsch, Andreas; … - In: Energy economics 97 (2021), pp. 1-13

Persistent link: https://www.econbiz.de/10012820875

Set relations via families of scalar functions and approximate solutions in set optimization

Crespi, Giovanni Paolo; Hamel, Andreas; Rocca, Matteo; … - In: Mathematics of operations research 46 (2021) 1, pp. 361-381

Persistent link: https://www.econbiz.de/10012498199

Choosing sets : preface to the special issue on set optimization and applications

Hamel, Andreas; Löhne, Andreas - In: Mathematical methods of operations research : ZOR 91 (2020) 1, pp. 1-4

Persistent link: https://www.econbiz.de/10012229486

Ekeland's variational principle with weighted set order relations

Ansari, Qamrul Hasan; Hamel, Andreas; Sharma, Pradeep Kumar - In: Mathematical methods of operations research : ZOR 91 (2020) 1, pp. 117-136

Persistent link: https://www.econbiz.de/10012229508

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